+113.9%
CAPR vs UMAC
+488.3%
-374.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -3.5% |
| 7D | -10.6% | -4.0% | -6.6% | -10.2% |
| 30D | +111.2% | -9.4% | +120.6% | +114.3% |
| 3M | -67.2% | +3.0% | -70.2% | -68.6% |
| 6M | -75.1% | +27.2% | -102.3% | -78.0% |
| YTD | -71.2% | +84.7% | -155.9% | -76.2% |
| 1Y | +31.1% | +136.5% | -105.4% | +4.1% |
| All | +113.9% | +488.3% | -374.3% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling